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Corrigenda: A Predictive Approach to Model Selection

โœ Scribed by Seymour Geisser and William F. Eddy


Book ID
125236964
Publisher
American Statistical Association
Year
1980
Tongue
English
Weight
200 KB
Volume
75
Category
Article
ISSN
0162-1459

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We argue for the adoption of a predictive approach to model speciยฎcation. Speciยฎcally, we derive the dierence between means and the ratio of determinants of covariance matrices when a subset of explanatory variables is included or excluded from a regression. Results for an economic application are p